1. Extract the downloaded zip file.
2. Go to the apollo directory and you will see a tag directory go there and copy it's content.
apollo-1.0.1
|
|-- tag <--- copy the contents of this directory

3. Create a new project using maven.
4. Paste it in your project.
somewhere in your file system
|
| -- your project <-- paste it here
5. Open it in your favorite IDE. (ex. Netbeans)
6. Download Sass and point your IDE there. (If not done yet.)
7. Follow this http://primefaces.org/apollo/docs.xhtml if needed.
8. Maven should not be able to see apollo-theme-1.0.1.jar, fix it and use Nexus or Artifactory. (Google is your friend)

The sample maven project placed inside the tag folder of the distribution is a good start. If you have a working application already, then you need to follow the steps at docs. Let us know if you have any issues.